Approximations to Probabilistic Characteristics of Stochastic Differential Equations

This book explores the critical area of approximating probabilistic characteristics in stochastic...

Numerical Analysis of Stochastic Functional Differential Equations

This book presents the latest developments and progress in the numerical study of the stochastic ...

Invariant Measures for Stochastic Nonlinear Schrödinger Equations

This book provides some recent advance in the study of stochastic nonlinear Schrödinger equations...

Symplectic Integration of Stochastic Hamiltonian Systems

Numerical Approximations of Stochastic Maxwell Equations

The stochastic Maxwell equations play an essential role in many fields, including fluctuational e...